3 Answers
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A "Viking" was a a warrior who went raiding abroad. (See the Jorvik site for more on this.) They were probably the most famous medieval Scandinavians, but they were a small subset of all the Norse people.
Having said that, warrior gods would have been closest to their hearts, and Michael Enright has theorized that the rise of the god Odin was linked to the cultural and religious rise of warbands with a charismatic leader. (You'll notice on the show Vikings that Ragnar Lothrbrok has a close connection to Odin.)
So while farmers would have mainly worshipped Frey or Thor, and merchants and sailors probably focused on Njord, warriors certainly focused on Odin.

haha. I never thought of answering this way--the question is a little ambiguous. In light of that ambiguity, this is probably a good answer! (PS nice Ragnar Lothrbrok reference. I loved the way they presented him with Rollo and Floki as an Odin/Thor/Loki triad.)
– DukeZhouAug 24 '16 at 2:09

@Iter Ator Odin is a fairly terrifying figure--ruthless, bloodthirsty, and often quite treacherous. He was not considered to be beloved of the common folk.
– DukeZhouAug 24 '16 at 2:16

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Yes, you could see why they would prefer Thor or Frey. I enjoyed the Odin/Thor/Loki bit of Vikings, too.
– solsdottirAug 24 '16 at 21:53

"Viking Mythology", if I understand your meaning, would likely refer to the Sagas, which are often, but not exclusively, generational stories of heroes. Many of the Icelandic Sagas are concerned with the history of the settlement of the island.

I bring up Sturluson because both the Prose Edda, and sagas such as Egil's Saga are attributed to him.

Should be noted that Snorri Sturluson was a Christian and may or may not have been influenced by Christian philosophical ideas of his time. Though no doubt he does provides good insight into Norse mythology.
– Cal-ciumMay 31 '17 at 16:08

It's actually a very interesting question. The only documentation regarding these people is from the Icelandic sagas who were principally Norwegian people fleeing the oppressive taxations imposed by King Harold Haradri. However, I think it's a safe bet that everyone was singing from the same hymn sheet and that they are one and the same. All over Scandinavia the only grave finds have been inscribed in the Norse Futhark (like running writing) and always the only deities they refer to are in the pantheon of Norse gods.

There is a school of thought that intimates that most religions in fact only worshipped one god and that other 'gods' are only supposed to be taken as aspects of that one god. A point to note is that historically ordinary people were told about the affairs of gods by the priests. That pecking order has only really been changed with the advent of the Christian church. Although it might be thought that Christianity came to Scandinavia with the introduction of various Christian missionaries intent on bringing god to a host of barbarians there is another school of thought held with some credibility by myself that the Norse were Christians, that for Odin read Jesus, that when in the Bible god disowned the Jews who had been his chosen race that he then made the Vikings his chosen race, beginning with Jesus/Odin (who was (killed?)by the jews) and tasked them to spread there seed around the world (note that the Norse were the only society in history that did not have capital punishment. If a Viking killed someone he was banished not executed). The Vikings spread into the UK, the Viking Rus formed what is now Russia, the Normans came from Scandinavia. These areas were the western Europeans that conducted the Crusades, these areas went and colonised America, Australia, New Zealand. So in hindsight whose seed has now been spread around the world?

If you're wondering about the Vikings first visits when they butchered the priests at Lindisfarne and subsequent monasteries etc., the people they butchered were the only ones that had vast deposits of gold with abbots that lived like kings whilst the average person struggled to feed his family. Maybe these initial Viking raids were heaven sent.